CME Euro FX (E) Future September 2022
| Trading Metrics calculated at close of trading on 15-Aug-2022 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2022 |
15-Aug-2022 |
Change |
Change % |
Previous Week |
| Open |
1.0348 |
1.0283 |
-0.0065 |
-0.6% |
1.0206 |
| High |
1.0353 |
1.0292 |
-0.0061 |
-0.6% |
1.0397 |
| Low |
1.0263 |
1.0178 |
-0.0085 |
-0.8% |
1.0188 |
| Close |
1.0290 |
1.0179 |
-0.0111 |
-1.1% |
1.0290 |
| Range |
0.0091 |
0.0114 |
0.0024 |
26.0% |
0.0209 |
| ATR |
0.0107 |
0.0107 |
0.0001 |
0.5% |
0.0000 |
| Volume |
172,456 |
171,051 |
-1,405 |
-0.8% |
936,162 |
|
| Daily Pivots for day following 15-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0558 |
1.0483 |
1.0242 |
|
| R3 |
1.0444 |
1.0369 |
1.0210 |
|
| R2 |
1.0330 |
1.0330 |
1.0200 |
|
| R1 |
1.0255 |
1.0255 |
1.0189 |
1.0236 |
| PP |
1.0216 |
1.0216 |
1.0216 |
1.0207 |
| S1 |
1.0141 |
1.0141 |
1.0169 |
1.0122 |
| S2 |
1.0102 |
1.0102 |
1.0158 |
|
| S3 |
0.9988 |
1.0027 |
1.0148 |
|
| S4 |
0.9874 |
0.9913 |
1.0116 |
|
|
| Weekly Pivots for week ending 12-Aug-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0918 |
1.0813 |
1.0405 |
|
| R3 |
1.0709 |
1.0604 |
1.0347 |
|
| R2 |
1.0500 |
1.0500 |
1.0328 |
|
| R1 |
1.0395 |
1.0395 |
1.0309 |
1.0448 |
| PP |
1.0291 |
1.0291 |
1.0291 |
1.0318 |
| S1 |
1.0186 |
1.0186 |
1.0271 |
1.0239 |
| S2 |
1.0082 |
1.0082 |
1.0252 |
|
| S3 |
0.9873 |
0.9977 |
1.0233 |
|
| S4 |
0.9664 |
0.9768 |
1.0175 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0397 |
1.0178 |
0.0219 |
2.1% |
0.0104 |
1.0% |
0% |
False |
True |
193,797 |
| 10 |
1.0397 |
1.0155 |
0.0242 |
2.4% |
0.0101 |
1.0% |
10% |
False |
False |
188,180 |
| 20 |
1.0397 |
1.0135 |
0.0262 |
2.6% |
0.0109 |
1.1% |
17% |
False |
False |
211,854 |
| 40 |
1.0679 |
1.0000 |
0.0679 |
6.7% |
0.0111 |
1.1% |
26% |
False |
False |
212,260 |
| 60 |
1.0853 |
1.0000 |
0.0853 |
8.4% |
0.0109 |
1.1% |
21% |
False |
False |
181,812 |
| 80 |
1.1020 |
1.0000 |
0.1020 |
10.0% |
0.0106 |
1.0% |
18% |
False |
False |
136,730 |
| 100 |
1.1275 |
1.0000 |
0.1275 |
12.5% |
0.0100 |
1.0% |
14% |
False |
False |
109,529 |
| 120 |
1.1420 |
1.0000 |
0.1420 |
14.0% |
0.0101 |
1.0% |
13% |
False |
False |
91,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0777 |
|
2.618 |
1.0590 |
|
1.618 |
1.0476 |
|
1.000 |
1.0406 |
|
0.618 |
1.0362 |
|
HIGH |
1.0292 |
|
0.618 |
1.0248 |
|
0.500 |
1.0235 |
|
0.382 |
1.0222 |
|
LOW |
1.0178 |
|
0.618 |
1.0108 |
|
1.000 |
1.0064 |
|
1.618 |
0.9994 |
|
2.618 |
0.9880 |
|
4.250 |
0.9694 |
|
|
| Fisher Pivots for day following 15-Aug-2022 |
| Pivot |
1 day |
3 day |
| R1 |
1.0235 |
1.0284 |
| PP |
1.0216 |
1.0249 |
| S1 |
1.0198 |
1.0214 |
|